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LognormalDistribution Class

Class LognormalDistribution represents the lognormal probability distribution.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class LognormalDistribution : ProbabilityDistribution, 
	IRandomVariableMoments

The LognormalDistribution type exposes the following members.

Constructors
  NameDescription
Public methodLognormalDistribution
Default constructor. Constructs a LognormalDistribution distribution whose logarithm have mean 0 and standard deviation 1.
Public methodLognormalDistribution(Double, Double)
Creates a LognormalDistribution instance whose associated normal distrubution has the specified mean and standard deviation. That is, the logarithm of the distribution will have the specified mean and standard deviation.
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Properties
  NameDescription
Public propertyKurtosis
Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
Public propertyMean
Gets the mean of the distribution.
Public propertyMu
Gets and sets the mean of the logarithm of self which, by definition, is normally distributed.
Public propertySigma
Gets and sets the standard deviation of the logarithm of self which, by definition, is normally distributed.
Public propertySkewness
Gets the skewness, a measure of the degree of asymmetry of this distribution.
Public propertyVariance
Gets the variance of the distribution.
Remarks
The variance of the distribution is the standard deviation squared.
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Methods
  NameDescription
Public methodCDF
Returns the cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionCDF(Double).)
Public methodClone
Creates a deep copy of this LognormalDistribution.
(Overrides ProbabilityDistributionClone.)
Public methodInverseCDF
Returns the inverse cumulative density function evaluated a the given value.
(Overrides ProbabilityDistributionInverseCDF(Double).)
Protected methodInverseCdfUsingBracket
Uses a bracketing method to evaluate the inverse of cumulative distribution functions.
(Inherited from ProbabilityDistribution.)
Protected methodInverseDiscreteCdfUsingBracket
Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions.
(Inherited from ProbabilityDistribution.)
Public methodOnDeserialized
Constructs a LognormalDistribution instance from serialization information.
Public methodPDF
Returns the probability density function evaluated at a given value.
(Overrides ProbabilityDistributionPDF(Double).)
Public methodSetParameters
Sets the mean and standard deviation of the logarithm of self (which is normally distributed) to the specified values.
Public methodToString
Returns a formatted string representation of this distribution.
(Overrides ProbabilityDistributionToString.)
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Remarks
The lognormal distribution is the distribution of a random variable whose logarithm is normally distributed. If Y is a random variable with a normal distribution, then the random variable X = exp(Y) has a lognormal distribution. Likewise if the random variable X has a lognormal distribution then the random variable Y = log(X) is normally distributed. NOTE: When specifying the paramters that describe an instance of LognormalDistribution we do so by specifying the mean and standard deviation of its logarithm which, by definition, is normally distributed.
See Also